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We perform Bayesian optimization using a Gaussian process perspective on Bayesian Additive Regression Trees (BART). Our BART Kernel (BARK) uses tree agreement to define a posterior over piecewise-constant functions, and we explore the space…

Machine Learning · Computer Science 2025-06-09 Toby Boyne , Jose Pablo Folch , Robert M Lee , Behrang Shafei , Ruth Misener

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

Statistics Theory · Mathematics 2016-01-21 Andriy Norets , Debdeep Pati

Using data collected on almost every 9-12 years old student in Uruguay, we show how to apply Bayesian Additive Regression Trees (BART) with random effects to study performance association with Learning Managment System (LMS) activity and…

Applications · Statistics 2025-07-09 Natalia da Silva , Bruno Tancredi , Ignacio Alvarez-Castro

Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…

Methodology · Statistics 2025-04-08 Daijiro Kabata , Nicholas C. Henderson , Ravi Varadhan

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Methodology · Statistics 2022-03-29 Ali Rafei , Carol A. C. Flannagan , Brady T. West , Michael R. Elliott

Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the…

Machine Learning · Statistics 2016-07-12 Bereket P. Kindo , Hao Wang , Timothy Hanson , Edsel A. Peña

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

This article introduces BART with Targeted Smoothing, or tsBART, a new Bayesian tree-based model for nonparametric regression. The goal of tsBART is to introduce smoothness over a single target covariate t, while not necessarily requiring…

A framework is proposed that addresses both conditional density estimation and latent variable discovery. The objective function maximizes explanation of variability in the data, achieved through the optimal transport barycenter generalized…

Optimization and Control · Mathematics 2026-02-18 Hongkang Yang , Esteban G. Tabak

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

Analyzing data collected from multiple sources to estimate common and heterogeneous structures through a hierarchical model is a central task in Bayesian inference, and to this end, Bayesian factor models are one of the most widely used…

Methodology · Statistics 2026-03-04 Naoki Awaya , Keisuke Sasaki , Genya Kobayashi , Shonosuke Sugasawa

In this paper several related estimation problems are addressed from a Bayesian point of view and optimal estimators are obtained for each of them when some natural loss functions are considered. Namely, we are interested in estimating a…

Statistics Theory · Mathematics 2021-10-27 A. G. Nogales

One's ability to learn a generative model of the world without supervision depends on the extent to which one can construct abstract knowledge representations that generalize across experiences. To this end, capturing an accurate…

Machine Learning · Computer Science 2021-10-28 Zahra Sheikhbahaee , Dongshu Luo , Blake VanBerlo , S. Alex Yun , Adam Safron , Jesse Hoey

The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…

Information Theory · Computer Science 2023-09-06 Ioannis Kontoyiannis

We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…

Statistics Theory · Mathematics 2024-10-01 Rong Tang , Lizhen Lin , Yun Yang

In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…

Methodology · Statistics 2021-10-07 Athénaïs Gautier , David Ginsbourger , Guillaume Pirot

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

Variable selection remains a fundamental challenge in statistics, especially in nonparametric settings where model complexity can obscure interpretability. Bayesian tree ensembles, particularly the popular Bayesian additive regression trees…

Methodology · Statistics 2025-09-10 Shengbin Ye , Meng Li